Anic Equity¶

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Total return since start: 0.692 %¶

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Equity now: -----------------------------> 51674.49 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48475.43 Kr¶

PnL: ---------------------------------------> -612.14 Kr¶

DD now: ---------------------------------> -0.52 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-31 09:27:10.538024'

Anic Portfolio¶

Today¶

Return: -0.432 %¶

This Week¶

Return: 8.726 %¶

Total¶

Return: 69.169 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 0.640000 3402.000000 222.000000 6.980000 3180.000006
HMS Networks 2 -0.610000 777.200000 104.200000 15.480000 673.000000
Nordea Bank Abp 29 0.150000 3540.320000 86.320000 2.500000 3453.999992
SAAB B 8 0.370000 3440.000000 63.000000 1.870000 3377.000000
HEBA B 70 -1.290000 2688.000000 52.000000 1.970000 2636.000010
Swedbank A 3 2.640000 606.600000 42.600000 7.550000 564.000000
MedCap 2 -0.220000 462.000000 41.000000 9.740000 421.000000
Resurs Holding 22 -0.360000 606.760000 32.760000 5.710000 573.999998
AcadeMedia 12 -1.170000 587.520000 30.520000 5.480000 557.000004
Samhällsbyggnadsbo. i Norden B 20 -1.800000 376.200000 21.200000 5.970000 355.000000
OEM International B 7 0.000000 548.800000 20.800000 3.940000 527.999997
Fastighetsbolag. Emilshus Pref 21 -0.360000 574.350000 12.350000 2.200000 562.000005
Norva24 Group 16 0.000000 555.200000 12.200000 2.250000 543.000000
Intrum 4 -0.110000 538.800000 11.800000 2.240000 527.000000
Eastnine 4 -0.630000 500.800000 9.800000 2.000000 491.000000
Securitas B 6 -0.350000 577.080000 7.080000 1.240000 570.000000
Karnov Group 9 -0.330000 541.800000 5.800000 1.080000 536.000004
Creaspac SPAC 6 0.000000 580.200000 3.200000 0.550000 577.000002
Handelsbanken A 5 0.640000 546.750000 0.750000 0.140000 546.000000
Midsona B 63 -2.120000 582.750000 -0.250000 -0.040000 582.999984
Samhällsbyggnadsbo. i Norden D 12 -0.490000 245.520000 -0.480000 -0.200000 246.000000
Coor Service Management Hold. 8 -0.230000 530.000000 -2.000000 -0.380000 532.000000
Corem Property Group B 59 -1.880000 570.530000 -6.470000 -1.120000 576.999999
Boozt 12 -0.360000 1639.200000 -14.800000 -0.890000 1653.999996
Essity B 2 0.470000 552.600000 -21.400000 -3.730000 574.000000
Sampo Oyj SDB 7 -0.180000 3825.500000 -24.500000 -0.640000 3850.000000
Fasadgruppen Group 38 0.000000 4111.600000 -29.400000 -0.710000 4140.999992
Essity A 4 0.540000 1114.000000 -35.000000 -3.050000 1149.000000
CTEK 13 -1.980000 496.470000 -37.530000 -7.030000 533.999999
International Petroleum Corp. 5 -2.450000 556.500000 -38.070000 -6.400000 594.565215
Vivesto 1368 -0.050000 567.450000 -45.550000 -7.430000 612.999432
Beijer Electronics Group 27 -1.780000 2986.200000 -97.800000 -3.170000 3083.999994
OX2 22 0.490000 1790.800000 -198.200000 -9.960000 1989.000002
Axfood 15 0.330000 4059.000000 -241.000000 -5.600000 4300.000005
Ovzon 64 -0.930000 3424.000000 -572.000000 -14.310000 3996.000000
TOTAL 48502.500000 -585.070000 -0.46746% 49087.564636

Updated:¶

'2023-01-31 09:26:29.188949'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶